+120.5%
DVN vs SO
+57.7%
+62.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | -2.5% | +10.5% | +8.6% |
| 3M | +11.9% | -4.2% | +16.1% | +13.1% |
| 6M | +10.6% | -7.7% | +18.3% | +12.7% |
| YTD | +35.4% | +3.8% | +31.6% | +33.9% |
| 1Y | +46.5% | +0.1% | +46.4% | +46.0% |
| 3Y | +3.0% | +44.2% | -41.2% | -10.0% |
| 5Y | +120.5% | +57.9% | +62.7% | +96.6% |
| All | +120.5% | +57.7% | +62.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling